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Some properties of random Conley index are obtained and then a sufficient condition for the existence of abstract bifurcation points for both discrete-time and continuous-time random dynamical systems is presented. This stochastic…
We propose in this work an original estimator of the conditional intensity of a marker-dependent counting process, that is, a counting process with covariates. We use model selection methods and provide a non asymptotic bound for the risk…
We find necessary and sufficient conditions for the existence of a probability measure on $\mathbb{N}_0$, the nonnegative integers, whose first $n$ moments are a given $n$-tuple of nonnegative real numbers. The results, based on finding an…
Considering a minimal number of assumptions and in the context of the timeless formalism, conditional probabilities are derived for subsequent measurements in the non-relativistic regime. Only unitary transformations are considered with…
This paper provides second-order optimality conditions for optimization problems with generalized equation constraints (GEPs), a framework that encompasses several important and challenging models in mathematical programming, including…
We make precise sense of the idea of "molecular chaos" through algorithmic randomness of microscopic trajectories, and ground macroscopic irreversibility in the lack of symmetry under time reversal of this property. This concept of…
We study the theoretical convergence properties of random-search methods when optimizing non-convex objective functions without having access to derivatives. We prove that standard random-search methods that do not rely on second-order…
We identify two sufficient conditions for locally finite Borel measures on $\mathbb{R}^n$ to give full mass to a countable family of Lipschitz images of $\mathbb{R}^m$. The first condition, extending a prior result of Pajot, is a sufficient…
Although the explicit commutativitiy conditions for second-order linear time-varying systems have been appeared in some literature, these are all for initially relaxed systems. This paper presents explicit necessary and sufficient…
Necessary and sufficient conditions for a measure to be an extreme point of the set of measures (on an abstract measurable space) with prescribed generalized moments are given, as well as an application to extremal problems over such moment…
We consider the method-of-moments approach to solve the Boltzmann equation of rarefied gas dynamics, which results in the following moment-closure problem. Given a set of moments, find the underlying probability density function. The…
We prove bounds for the number of solutions to $$a_1 + \dots + a_k = a_1' + \dots + a_k'$$ over $N$-element sets of reals, which are sufficiently convex or near-convex. A near-convex set will be the image of a set with small additive…
This paper focuses on optimality conditions for $C^{1,1}$ vector optimization problems with inequality constraints. By employing the limiting second-order subdifferential and the second-order tangent set, we introduce a new type of…
Using cumulative residual processes, we propose joint goodness-of-fit tests for conditional means and variances functions in the context of nonlinear time series with martingale difference innovations. The main challenge comes from the fact…
We investigate moment sequences of probability measures on $E\subset\mathbb{R}$ under constraints of certain moments being fixed. This corresponds to studying sections of $n$-th moment spaces, i.e. the spaces of moment sequences of order…
In this work we apply Hausdorff moment problem to prove a necessary and sufficient condition for a complex sequence to be positive. Then we apply it to a subclass of genus $0$ entire functions $f(z)$ to obtain an infinite family of…
Strict stationarity is a common assumption used in the time series literature in order to derive asymptotic distributional results for second-order statistics, like sample autocovariances and sample autocorrelations. Focusing on weak…
We establish a sufficient condition for the tightness of a sequence of stochastic processes. Our condition makes it possible to study processes with accumulations of fixed times of discontinuity. Our motivation comes from the study of…
Suppose we are given two probability measures on the set of one-way infinite finite-alphabet sequences and consider the question when one of the measures predicts the other, that is, when conditional probabilities converge (in a certain…
When the number of subjects, $n$, is large, paired comparisons are often sparse. Here, we study statistical inference in a class of paired comparison models parameterized by a set of merit parameters, under an Erd\"{o}s--R\'{e}nyi…